SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 131.48 132.82 1.34 1.0% 133.12
High 132.41 133.32 0.91 0.7% 133.86
Low 131.40 132.38 0.98 0.7% 129.70
Close 132.33 133.15 0.82 0.6% 132.33
Range 1.01 0.94 -0.07 -6.9% 4.16
ATR 1.32 1.30 -0.02 -1.8% 0.00
Volume 141,488,375 141,377,974 -110,401 -0.1% 861,449,754
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.77 135.40 133.67
R3 134.83 134.46 133.41
R2 133.89 133.89 133.32
R1 133.52 133.52 133.24 133.71
PP 132.95 132.95 132.95 133.04
S1 132.58 132.58 133.06 132.77
S2 132.01 132.01 132.98
S3 131.07 131.64 132.89
S4 130.13 130.70 132.63
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 144.44 142.55 134.62
R3 140.28 138.39 133.47
R2 136.12 136.12 133.09
R1 134.23 134.23 132.71 133.10
PP 131.96 131.96 131.96 131.40
S1 130.07 130.07 131.95 128.94
S2 127.80 127.80 131.57
S3 123.64 125.91 131.19
S4 119.48 121.75 130.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.86 129.70 4.16 3.1% 1.59 1.2% 83% False False 200,565,545
10 134.69 129.70 4.99 3.7% 1.20 0.9% 69% False False 159,342,747
20 134.69 127.75 6.94 5.2% 1.16 0.9% 78% False False 148,252,613
40 134.69 125.33 9.36 7.0% 1.12 0.8% 84% False False 144,105,471
60 134.69 121.13 13.56 10.2% 1.01 0.8% 89% False False 136,072,873
80 134.69 117.59 17.10 12.8% 1.07 0.8% 91% False False 150,396,396
100 134.69 115.19 19.50 14.6% 1.11 0.8% 92% False False 155,569,632
120 134.69 109.81 24.88 18.7% 1.14 0.9% 94% False False 161,606,098
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 137.32
2.618 135.78
1.618 134.84
1.000 134.26
0.618 133.90
HIGH 133.32
0.618 132.96
0.500 132.85
0.382 132.74
LOW 132.38
0.618 131.80
1.000 131.44
1.618 130.86
2.618 129.92
4.250 128.39
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 133.05 132.60
PP 132.95 132.06
S1 132.85 131.51

These figures are updated between 7pm and 10pm EST after a trading day.

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